-8.1%
GLD vs URI
+34.6%
-42.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +9.3% | -14.8% | -6.0% |
| 30D | -7.0% | +7.6% | -14.6% | -7.5% |
| 3M | -12.4% | +1.0% | -13.4% | -12.6% |
| 6M | -18.0% | +19.8% | -37.9% | -18.9% |
| YTD | -10.5% | +41.9% | -52.3% | -14.2% |
| 1Y | -8.1% | +33.4% | -41.4% | -10.8% |
| All | -8.1% | +34.6% | -42.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling